I would use their favourite food/treat (maybe a sprig of millet) to bribe them to come closer. Only use that treat for training. Another training method is clicker training. There are lots of videos showing how to do this. If you have a way to separate them, it is easier to train them one at a time. Training should only be a few minutes at a time. I would just focus on the male for now.
I have a couple of birds that aren’t hand tamed and I just let them fly around and sit with me if they wish. One of them loves to watch games I play on the iPad.
Hopefully they will settle and become friendlier.